+899.4%
ON vs VEEV
+693.5%
+205.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +12.2% | -0.7% | +13.0% | +12.5% |
| 30D | -3.1% | +1.4% | -4.5% | -3.8% |
| 3M | -12.9% | +19.4% | -32.2% | -18.8% |
| 6M | -38.6% | +93.6% | -132.2% | -53.3% |
| YTD | +31.2% | +35.1% | -3.8% | +12.6% |
| 1Y | +47.6% | +3.4% | +44.3% | +40.2% |
| 3Y | +6.6% | +81.4% | -74.8% | -21.4% |
| 5Y | +21.3% | -5.1% | +26.3% | +10.8% |
| 10Y | +533.3% | +661.2% | -127.9% | +194.0% |
| All | +899.4% | +693.5% | +205.9% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling